Access Statistics for Emmanuel Joel Aikins Abakah

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis 0 0 1 16 0 1 19 54
Economic Policy Uncertainty: Persistence and Cross-Country Linkages 0 0 0 10 1 3 11 133
The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic 0 0 0 18 0 2 8 53
The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds 0 0 0 0 0 4 11 11
US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach 0 0 0 101 0 0 1 23
Total Working Papers 0 0 1 145 1 10 50 274


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at the Connectedness Between Energy and Metal Markets Using a Novel Approach 0 0 0 0 0 0 0 2
A cross-quantile correlation and causality-in-quantile analysis on the relationship between green investments and energy commodities during the COVID-19 pandemic period 0 0 0 0 2 2 6 6
A time-varying Granger causality analysis between water stock and green stocks using novel approaches 0 0 2 3 0 0 3 4
An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices 0 1 4 11 2 10 38 93
An empirical analysis of the dynamic relationship between clean and dirty energy markets 0 0 3 4 0 1 9 13
Are central bank policy rates in Africa cointegrated? Evidence from a fractional cointegration approach 0 0 0 3 0 0 1 19
Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets 0 1 3 8 4 6 14 32
Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events 1 2 4 7 2 4 14 20
Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management 0 1 1 1 1 4 5 5
Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications 0 1 4 7 1 4 22 51
Connectedness and directional spillovers in energy sectors: international evidence 1 1 2 14 1 2 4 28
Consumer sentiments across G7 and BRICS economies: Are they related? 0 0 3 3 0 0 6 6
Correction: Correlation and price spillover effects among green assets 0 0 0 0 0 0 1 1
Correlation structure between fiat currencies and blockchain assets 0 0 7 8 0 0 15 17
Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht 0 0 3 8 1 2 8 17
Cryptocurrencies and stock market indices. Are they related? 1 6 10 137 5 15 46 565
Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy 0 0 1 2 0 0 7 10
Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches 2 5 10 19 3 14 28 49
Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies 0 0 6 41 1 1 19 121
Economic policy uncertainty: Persistence and cross-country linkages 0 0 1 7 0 2 6 53
Economic sanctions sentiment and global stock markets 1 1 9 10 6 12 40 43
Effect of Russia–Ukraine war sentiment on blockchain and FinTech stocks 0 0 6 12 4 8 47 65
Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors 1 1 3 5 2 2 8 25
Extreme downside risk connectedness and portfolio hedging among the G10 currencies 0 1 3 3 1 2 12 12
Extreme return and volatility connectedness among real estate tokens, REITs, and other assets: The role of global factors and portfolio implications 0 1 4 7 2 5 16 29
Financial stress spillover across Asian Countries 0 0 0 0 0 0 2 2
Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis 0 0 8 21 3 4 24 56
Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach 0 0 0 0 1 1 5 8
Global value chains in sub-Saharan Africa: The role of business regulations, policies and institutions 0 1 8 10 2 5 15 19
How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network analysis 0 0 7 19 5 6 22 67
Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach 0 0 2 5 0 0 5 20
Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain 0 0 0 3 0 0 0 7
Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic 0 0 1 17 2 2 10 75
Measuring price efficiency in petroleum markets: New insights using various long-range dependence techniques 0 0 0 0 0 0 3 8
Measuring volatility persistence in leveraged loan markets in the presence of structural breaks 0 0 0 4 1 2 11 36
Monetary policy uncertainty and ESG performance across energy firms 1 1 2 2 3 3 12 12
Non-linear approach to Random Walk Test in selected African countries 0 0 0 4 0 1 1 9
Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis 0 0 2 2 1 8 25 41
Persistence in US Treasury bonds 1 1 2 6 2 5 13 24
Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence 1 1 2 2 5 6 12 15
Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks 1 2 9 19 6 7 25 53
Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak 2 5 8 50 2 10 22 125
Re-examination of international bond market dependence: Evidence from a pair copula approach 0 0 0 6 0 0 5 29
Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas 0 0 1 6 0 2 13 45
Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis 0 0 4 27 0 2 13 59
Return and volatility spillovers among oil price shocks and international green bond markets 0 0 2 3 1 1 8 12
Risk synchronization in Australia stock market: A sector analysis 0 0 1 1 0 1 5 5
Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks 0 0 1 2 1 2 9 29
Sustainable debt and gas markets: A new look using the time-varying wavelet-windowed cross-correlation approach 0 0 0 5 0 0 5 16
Tail risk contagion across electricity markets in crisis periods 2 3 6 15 3 5 23 46
Tail risk dependence, co-movement and predictability between green bond and green stocks 0 0 3 13 0 0 6 29
Tail risk intersection between tech-tokens and tech-stocks 0 0 1 1 0 0 2 2
The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas 0 0 1 1 0 0 3 3
The connectedness in the world petroleum futures markets using a Quantile VAR approach 0 0 0 4 0 3 5 16
The effects of public sentiments and feelings on stock market behavior: Evidence from Australia 0 1 6 21 2 7 20 72
The effects of us covid-19 policy responses on cryptocurrencies, fintech and artificial intelligence stocks: A fractional integration analysis 0 0 0 1 0 2 6 8
The influence of economic policy uncertainty shocks on art market 0 0 1 5 0 3 10 22
The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets 0 0 0 2 2 2 6 22
Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution 1 2 4 15 2 5 10 59
Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification 0 0 0 10 0 2 3 35
Time-varying relationship between international monetary policy and energy markets 0 0 1 3 0 2 11 13
U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging 1 2 4 7 1 2 9 25
US policy responses to the COVID-19 pandemic and sectoral stock indices: A fractional integration approach 0 0 0 2 1 3 3 9
Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management 0 0 0 2 2 2 4 15
Volatility persistence in cryptocurrency markets under structural breaks 0 1 1 19 2 6 18 136
Total Journal Articles 17 42 177 655 88 208 779 2,570


Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing the Impact of Socio-Political Risk on Natural Resources in Africa 0 0 0 0 0 0 5 7
COVID-19 pandemic and sustainable and responsible investment: agenda for reform and prevention of another crisis 1 1 1 6 1 1 2 10
Correlation and Dependence between Oil Prices, Stock Returns, Policy Uncertainty, and Financial Stress During COVID-19 Pandemic: New Evidence from a Multicountry Analysis Using Cross-Quantilogram Method 0 0 1 1 0 1 3 3
Total Chapters 1 1 2 7 1 2 10 20


Statistics updated 2025-06-06